+25.8%
CPZ vs SPY
+166.0%
-140.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -2.4% |
| 30D | +1.1% | -2.0% | +3.1% | +2.3% |
| 3M | -5.7% | -2.8% | -2.9% | -4.1% |
| 6M | 0.0% | +2.1% | -2.1% | -1.6% |
| YTD | -6.1% | +11.5% | -17.6% | -12.7% |
| 1Y | -7.5% | +13.5% | -21.0% | -15.0% |
| 3Y | +23.2% | +77.7% | -54.5% | -19.5% |
| 5Y | +4.9% | +72.6% | -67.7% | -30.2% |
| All | +25.8% | +166.0% | -140.2% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling